+459.0%
PPH vs VT
+374.2%
+84.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +0.5% | +0.4% | +0.1% | +0.2% |
| 30D | +4.0% | +1.0% | +3.0% | +3.3% |
| 3M | +9.4% | +2.4% | +7.0% | +7.4% |
| 6M | +6.4% | +12.0% | -5.6% | -1.3% |
| YTD | +12.2% | +15.3% | -3.1% | +2.2% |
| 1Y | +31.0% | +22.6% | +8.5% | +14.8% |
| 3Y | +47.5% | +74.7% | -27.1% | +2.8% |
| 5Y | +63.9% | +66.1% | -2.2% | +16.7% |
| 10Y | +134.7% | +225.0% | -90.3% | +10.4% |
| All | +459.0% | +374.2% | +84.8% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling